Credit Derivatives Modeller

**Overview:The global Quant Research group at Millar Associates is seeking a highly skilled Quantitative Analyst to join its Credit trading desk. The successful candidate will have extensive experience in quant finance, trading environments, and model development.**Responsibilities:** Develop and implement advanced mathematical models for credit derivatives...

Job DescriptionAlexander Ash Consulting is seeking a highly skilled Derivatives Modelling Specialist to join their risk programme. As a key player in credit risk modelling, you will develop and implement models to support investment banking activities.Your expertise will include credit risk modelling, Python programming, and relevant regulations such as IRB....

**Job Overview**We are looking for a talented Derivatives Credit Manager to join our risk management team at Barclays. In this role, you will be responsible for managing counterparty credit risk across our trading book, including real-time calibration of initial margin and collateral haircut requirements, and portfolio risk analysis and stress-testing.The...

We are seeking a highly skilled Derivatives Credit Risk Developer to join our team at Citigroup Inc. This is an intermediate level position that involves participation in the development and advancement of derivatives credit risk applications.The successful candidate will have a strong background in systems analysis and programming, with experience in...

Duties and ResponsibilitiesThe Derivatives Pricing Modeler will be responsible for developing, testing, and maintaining the ACE application, which is used for internal risk management and regulatory capital purposes. The role will involve tasks such as:• Development and maintenance of in-house Python and C++ model libraries• Working with Front Office...

We are seeking a Derivatives Modeling Expert to join our Front Office team in London. As a Derivatives Modeling Expert, you will be responsible for developing and implementing new derivatives models and improving existing ones.Job Description:We are looking for an experienced professional to support the pricing and risk management of derivatives. The...

Job OverviewAt NCAA, we are seeking a highly skilled Credit Derivatives Specialist to join our Front Office team in Global Banking & Markets - FICC Solutions Structuring. As a key member of our Structured Products team, you will design and develop innovative derivatives and bespoke solutions for clients.

About the RoleWe are seeking a highly skilled and experienced Quantitative Analyst to join our team at Selby Jennings. The successful candidate will be responsible for developing pricing models and hedging analytics for interest derivatives, working closely with traders and other quants.Key Responsibilities:Developing pricing models and hedging analytics for...

Company OverviewMillar Associates is a top-tier Investment Bank seeking a highly skilled Quantitative Credit Model Developer to join our Flow Credit Trading team. Our team focuses on developing and maintaining cutting-edge quantitative models for flow credit derivatives, including CDOs, FTDs, CLNs, Repacks, and Leverage Notes.Job DescriptionWe are looking...

We're looking for a skilled Quantitative Modeller to work on our Commodities and Derivatives team at Millar Associates.As a key member of the Commodities Analytics team, you will develop and maintain complex mathematical models to price derivatives and structured products. Your expertise will be applied across multiple asset classes, including...

Job Overview:The Derivatives Exposure Expert role at Deutsche Bank in London involves contributing to the methodology development in the path generation model and margin model of Counterparty Credit Risk internal model. You will also contribute to the Basel III and FRTB compliant implementation of derivatives exposure models. Key Responsibilities:Develop and...

Job SummaryWe are seeking a highly experienced and skilled Quantitative Analyst to join our Front Office team in London. This exciting opportunity involves working closely with our FX and non-USD Rates traders and the Quant team to design and implement Option pricing models, as well as their integration into Trading and Risk systems.About UsWe are a Top-Tier...

Do you want to take your career to the next level by joining a global bank like Citigroup Inc.? As a Senior Business Analyst in our Derivatives Credit Risk Technology Team, you will play a critical role in delivering Counterparty Credit Risk Management software solutions to the Risk organization.With a strong focus on business analysis and project...

**Job Summary:**We are seeking a highly skilled Business Analyst to join our team at Harrington Starr. As a Business Analyst, you will play a critical role in delivering business requirements and collaborating with development teams to design and implement solutions for credit derivative products.The ideal candidate will have a strong understanding of...

Citi Financial Risk Technology is looking for a Senior Counterparty Credit Risk Analyst to join its team. As a Senior Counterparty Credit Risk Analyst, you will be responsible for leading the development and optimization of derivatives credit risk applications using in-house C++ and Python model libraries.The ideal candidate will have extensive experience in...

Job OverviewWe are seeking a highly skilled quantitative specialist to join our risk analytics group at LevelUP HCS.The successful candidate will be responsible for developing and managing advanced analytics for counterparty credit risk models across the full life-cycle of models, from methodology to design to local implementation and validation.The ideal...

Job DescriptionWe are seeking a skilled Model Risk Validator to join our team at Selby Jennings. In this role, you will be responsible for the independent validation of quantitative methodologies across all asset classes and model types.The successful candidate will have extensive experience in quantitative modelling (model development or validation) in one...

At Selby Jennings, we are seeking a highly skilled Quantitative Analyst to join our team in London. The successful candidate will be responsible for developing pricing models and hedging analytics for interest rate derivatives.We offer a competitive salary of £80,000 - £110,000 per annum, depending on experience.Key Responsibilities:Developing pricing...

Job DescriptionThis role involves supporting clients by improving and developing their credit measurement capabilities, focusing on IFRS9, IRB, and stress testing approaches across credit asset classes.You will provide credit measurement modelling and analytics services to these clients, support client's 1st line teams with new model builds, and enhancements...

Why Join Us?We are a dynamic and inclusive organization that values diversity and innovation. Our teams are made up of talented individuals from diverse backgrounds who are passionate about delivering exceptional results. As a Quantitative Finance Specialist, you will have the opportunity to work on high-profile projects, collaborate with world-class...